+3,340.7%
DLR vs TYL
+4,711.9%
-1,371.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -3.6% | +6.7% | -10.3% | -5.7% |
| 30D | -3.5% | +26.5% | -30.0% | -11.1% |
| 3M | -8.9% | +37.3% | -46.2% | -19.1% |
| 6M | -11.6% | +31.2% | -42.7% | -21.3% |
| YTD | +14.9% | -7.4% | +22.3% | +13.5% |
| 1Y | +6.4% | -9.6% | +16.0% | +5.9% |
| 3Y | +47.3% | +1.9% | +45.4% | +37.1% |
| 5Y | +32.8% | -21.1% | +53.9% | +32.5% |
| 10Y | +169.6% | +171.8% | -2.2% | +61.4% |
| All | +3,340.7% | +4,711.9% | -1,371.2% | +467.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling